Question: Here are some data for a regular Treasury Note observed on January 15, 2020. The accrued interest on this note as of January 15, 2020
- Here are some data for a regular Treasury Note observed on January 15, 2020. The accrued interest on this note as of January 15, 2020 is approximately
| Maturity | Coupon | Bid | Asked | Chg | Asked yield |
| 2/15/2021 | 7.875 | 106.2120 | 106.2160 | 0.0020 | 1.618 |
-
- 6.56
- 7.22
- 0.66
- 3.28
- 1.31
- Continuing the previous question, if you sold this note to a dealer on January 15, 2020, then the amount you would receive (ignoring commissions) would be approximately
- 106.212 plus accrued interest
- 106.216 plus accrued interest
- 106.216 minus accrued interest
- 106.212 minus accrued interest
- If a 10-year, 100=par, zero-coupon bond trades for 58, its YTM, using semi-annual compounding, is
- 4.84%
- 4.92%
- 5.03%
- 5.31%
- 5.52%
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